-46.8%
APLD vs TYL
-8.8%
-38.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.1% |
| 7D | +3.1% | +3.5% | -0.4% | +6.1% |
| 30D | -29.4% | +26.9% | -56.3% | -16.4% |
| 3M | -42.8% | +33.8% | -76.6% | -29.2% |
| 6M | -59.5% | +28.8% | -88.3% | -48.8% |
| YTD | -31.8% | -7.9% | -23.9% | -24.1% |
| All | -46.8% | -8.8% | -38.0% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling